American Data:

Public Opinion: 
http://www.pollingreport.com/

Daily:          
http://www.rasmussenreports.com/index.htm

Consumer Sentiments:
http://www.sca.isr.umich.edu/

Approval – Presidents, Governors, and Senators:
http://www.unc.edu/~beyle/jars.html

Economic Data:                               
http://www.bls.gov/

Archived Collections:

http://www.ropercenter.uconn.edu/

http://www.hmdc.harvard.edu/jsp/index.jsp

http://www.icpsr.umich.edu/

British Data:

 Public Opinion:

MORI:        
http://www.mori.com/polls/trends.shtml

ICM: 
http://www.icmresearch.co.uk/reviews/latest-polls.asp

YouGov:     
http://www.yougov.com/

Guardian:   
http://politics.guardian.co.uk/polls/

BES:            
http://www.essex.ac.uk/bes/

Canadian Data:

Public Opinion:               
http://www.ipsos.ca/

Economic Data:              
http://www.statcan.ca/

National Election Studies:
http://www.utdallas.edu/dept/socsci/hclarke/canelect.htm

International Relations Data:

Kansas Event Data System: 
http://web.ku.edu/keds/index.html

Political Science Time Series Courses:

Ohio State/ Wisconsin/ Illinois / Minnesota:     
http://psweb.sbs.ohio-state.edu/faculty/jbox/ITV/ps8125.html

Penn State (pooled):              http://polisci.la.psu.edu/faculty/DeBoef/ptscs_Course_Page.htm

Duke (pooled):
http://www.duke.edu/~munger/class/ps303-02.htm

NYU:                   http://www.nyu.edu/classes/nbeck/longdata/longdata.html

And other Political Science methods courses:
http://polmeth.wustl.edu/syllabi.php

Other Time Series Courses & Websites:

Robert Engle:
http://pages.stern.nyu.edu/~rengle/

Kevin Sheppard (Financial Econometrics):
http://www.kevinsheppard.com/teaching/ox/gr/mfe05/

Volatility Models:
http://lipas.uwasa.fi/~sjp/Teaching/mvs/lectures/

Walter Enders:
http://www.cba.ua.edu/~wenders/

David Hendry:
http://www.nuffield.ox.ac.uk/users/hendry/

James Hamilton:
http://weber.ucsd.edu/~jhamilto/teaching.html